+19.5%
D vs ALC
+24.0%
-4.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +1.5% | -2.1% | +3.6% | +2.1% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | 0.0% | +5.9% | -5.9% | -1.9% |
| 6M | +7.4% | -15.9% | +23.3% | +12.4% |
| YTD | +15.9% | -10.1% | +26.0% | +18.5% |
| 1Y | +18.1% | -10.2% | +28.3% | +20.5% |
| 3Y | +58.4% | -13.6% | +71.9% | +60.1% |
| 5Y | +5.2% | -15.1% | +20.3% | +4.9% |
| All | +19.5% | +24.0% | -4.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling